It would be nice if multivariate and matrixvariate distributions supported axes. Currently, I'm just using a wrapper type, but if there is enough interest it might be worth working with the AxisArrays folks to define a lightweight interface that Distributions.jl can use.
I'm not sure adding new dependencies when not necessary is ideal for Distributions.jl, which is supposed to be a package defining interfaces and types to extend and re-use
It would be nice if multivariate and matrixvariate distributions supported axes. Currently, I'm just using a wrapper type, but if there is enough interest it might be worth working with the AxisArrays folks to define a lightweight interface that Distributions.jl can use.